KPMG Senior Associate, Credit Risk in Radnor, Pennsylvania

Business Title: Senior Associate, Credit Risk

Requisition Number: 66782

Function: Advisory

Area of Interest: Risk Management

State: PA

City: Radnor

Description:

The fastest growing Big Four professional services firm in the U.S., KPMG is known for being a great place to work and build a career. We provide audit, tax and advisory services for organizations in today's most important industries. Our growth is driven by delivering real results for our clients. It's also enabled by our culture, which encourages individual development, embraces an inclusive environment, rewards innovative excellence and supports our communities. With qualities like those, it's no wonder we're consistently ranked among the best companies to work for by Fortune Magazine, Consulting Magazine, Working Mother Magazine, Diversity Inc. and others. If you're as passionate about your future as we are, join our team.

KPMG is currently seeking an Associate/Senior Associate in Financial Risk Management - Credit Risk for our KPMG Risk Consulting practice.

Responsibilities:

  • Assist audit and advisory clients in evaluating consumer loan portfolio risk assessment models

  • Develop loan portfolio stress testing models using economic variables

  • Create consumer credit loss forecasting methodologies for clients

  • Evaluate analytical models and methodologies used in consumer credit lending, account management, and collections

Additional Responsibilities for Senior Associate:

  • Supervise associates and interns on engagements

  • Serve as a liaison between clients and upper management

  • Identify and communicate technical matters to both clients and upper management

  • Assist with project planning, development of deliverables, and other technical writing exercises

  • Participate in the proposal process for potential engagements

Qualifications:

  • A minimum of one year of experience in credit risk

  • Master's degree in mathematics, statistics, engineering, operations research, or physics from an accredited college/university

  • Direct experience in practical application of mathematical modeling to help solve business problems in forecasting loan performance, the application of loan decisioning systems, and building credit score cards

  • Experience in the application of econometric modeling and other business analysis tools

  • Familiarity with multinomial logic modeling or other comparable applications and exposure to or awareness of consumer lending

  • Travel may be up to 80-100%

  • Applicants must be currently authorized to work in the United States without the need for visa sponsorship now or in the future

Additional Qualifications for Senior Associate:

  • A minimum of three years of experience in credit risk

  • Advanced quantitative degree, such as a master's or PhD, in engineering, operations research, physics, mathematics, or statistics from an accredited college/university

  • Experience in the application of underwriting and behavior scoring models, prepayment and loan account attrition models, loss forecasting, economic risk analysis, and other business analysis tools used in consumer and small business lending

  • Knowledge of Champion Challenge modeling and testing methodologies

  • Familiarity with underwriting score cards, behavior score cards, testing sets, and response modeling

KPMG LLP (the U.S. member firm of KPMG International) offers a comprehensive compensation and benefits package. KPMG is an equal opportunity employer. All qualified applicants are considered for employment without regard to race, color, creed, religion, age, sex/gender, national origin, ancestry, citizenship status, marital status, sexual orientation, gender identity or expression, disability, pregnancy, veteran status, genetic information, or other legally protected status. KPMG maintains a drug-free workplace. KPMG will consider for employment qualified applicants with criminal histories in a manner consistent with the requirements of applicable local, state or federal law (including San Francisco Ordinance number 131192). No phone calls or agencies please.

GL: 5

GF: 15294